Holding a 3-0 first leg lead, a Cristiano Ronaldo-less Real looked set for defeat for the first time in eight months as an own goal from Danilo and second-half strikes from Stefan Jovetic and Vicente Iborra saw Sevilla lead 3-1 inside the final 10 minutes.
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However, Sergio Ramos's penalty and substitute Benzema salvaged Madrid's run, which now surpasses the 39-game unbeaten run set by Barcelona last season.
"Possibly they deserved to win the game, but we fought until the end," Real boss Zinedine Zidane told GolTV. "They deserved more tonight, but the tie is two games and [over the two legs] it is logical that we go through."
Both coaches named weakened sides with one eye on Sunday's crunch top of the table La Liga clash between the two back at the Sanchez Pizjuan.
Another accolade for Cristiano Ronaldo
Sevilla coach Jorge Sampaoli revealed that the difference between both teams over the two legs was his side ineffectiveness in front of the goal.
"We had a lot of chances, at least 15 against a team of the stature of Madrid," said Sevilla coach Jorge Sampaoli. "We were very close. Unfortunately, we couldn't take our chances to show the difference there was between the teams."
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